CSS LLC/IL Q2 2024 Filing
Filed August 14, 2024
Portfolio Value
$2.0T
Holdings
700
Report Date
Q2 2024
Filing Type
13F-HR
All Holdings (700 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 311,921 | $169.8B | 8.68% | Put |
| 2 | RCL 6 08/15/25ROYAL CARIBBEAN GROUP | 50,150,000 | $162.0B | 8.28% | |
| 3 | AAL 6.5 07/01/25AMERICAN AIRLINES GROUP INC | 57,316,000 | $59.4B | 3.04% | |
| 4 | MTSI 0.25 03/15/26MACOM TECH SOLUTIONS HLDGS I | 41,477,000 | $58.3B | 2.98% | |
| 5 | MIGAMICROSTRATEGY INC | 35,500 | $48.9B | 2.50% | Put |
| 6 | AXON 0.5 12/15/27AXON ENTERPRISE INC | 33,250,000 | $45.8B | 2.34% | |
| 7 | BTU 3.25 03/01/28PEABODY ENGR CORP | 27,018,000 | $35.6B | 1.82% | |
| 8 | INSM 0.75 06/01/28INSMED INC | 16,586,000 | $35.1B | 1.80% | |
| 9 | AALAMERICAN AIRLS GROUP INC | 2,995,100 | $33.9B | 1.74% | Put |
| 10 | GQ9SPDR GOLD TR | 155,500 | $33.4B | 1.71% | Put |
| 11 | IONS 0 04/01/26IONIS PHARMACEUTICALS INC | 31,931,000 | $32.9B | 1.68% | |
| 12 | VOOVANGUARD INDEX FDS | 61,500 | $30.8B | 1.57% | |
| 13 | VAC 0 01/15/26MARRIOTT VACATIONS WORLDWIDE | 29,799,000 | $27.5B | 1.40% | |
| 14 | LRN 1.125 09/01/27STRIDE INC | 18,048,000 | $25.9B | 1.32% | |
| 15 | GEGE AEROSPACE | 150,000 | $23.8B | 1.22% | Put |
| 16 | RBC 5 10/15/24 ARBC BEARINGS INC | 165,741 | $20.2B | 1.03% | |
| 17 | DDOG 0.125 06/15/25DATADOG INC | 13,487,000 | $19.5B | 1.00% | |
| 18 | GES 3.75 04/15/28GUESS INC | 17,100,000 | $18.8B | 0.96% | |
| 19 | ARKKARK ETF TR | 413,589 | $18.2B | 0.93% | Put |
| 20 | SRPT 1.5 11/15/24SAREPTA THERAPEUTICS INC | 8,197,000 | $17.7B | 0.90% | |
| 21 | MNKD 2.5 03/01/26MANNKIND CORP | 14,000,000 | $16.9B | 0.87% | |
| 22 | XLESELECT SECTOR SPDR TR | 179,144 | $16.3B | 0.84% | Put |
| 23 | IMAX 0.5 04/01/26IMAX CORP | 16,500,000 | $15.4B | 0.79% | |
| 24 | CORZ 12 01/23/29CORE SCIENTIFIC INC NEW | 9,202,481 | $14.8B | 0.76% | |
| 25 | ZS 0.125 07/01/25ZSCALER INC | 10,290,000 | $13.9B | 0.71% | |
| 26 | —KIMCO RLTY CORP | 240,832 | $13.3B | 0.68% | |
| 27 | TMDX 1.5 06/01/28TRANSMEDICS GROUP INC | 7,400,000 | $13.1B | 0.67% | |
| 28 | EXAS 0.375 03/15/27EXACT SCIENCES CORP | 14,000,000 | $12.2B | 0.62% | |
| 29 | HYGISHARES TR | 158,100 | $12.2B | 0.62% | Put |
| 30 | PRGSPROGRESS SOFTWARE CORP | 11,284,000 | $11.9B | 0.61% | |
| 31 | VTR 3.75 06/01/26VENTAS RLTY LTD PARTNERSHIP | 10,400,000 | $10.9B | 0.56% | |
| 32 | EVBGEUREVERBRIDGE INC | 298,331 | $10.4B | 0.53% | Put |
| 33 | TLTISHARES TR | 111,100 | $10.2B | 0.52% | Call |
| 34 | RSPINVESCO EXCHANGE TRADED FD T | 60,300 | $9.9B | 0.51% | |
| 35 | STEWSRH TOTAL RETURN FUND INC | 669,977 | $9.7B | 0.50% | |
| 36 | W 3.25 09/15/27WAYFAIR INC | 8,500,000 | $9.7B | 0.50% | |
| 37 | SRPT 1.25 09/15/27SAREPTA THERAPEUTICS INC | 7,500,000 | $9.7B | 0.50% | |
| 38 | STWD 6.75 07/15/27STARWOOD PPTY TR INC | 9,405,000 | $9.7B | 0.49% | |
| 39 | ALFCENTURION ACQUISITION CORP | 870,785 | $8.7B | 0.44% | |
| 40 | BKD 7 11/15/25BROOKDALE SR LIVING INC | 92,405 | $8.6B | 0.44% | |
| 41 | GPRE 2.25 03/15/27GREEN PLAINS INC | 9,690,000 | $8.6B | 0.44% | |
| 42 | BKD 2 10/15/26BROOKDALE SR LIVING INC | 8,522,000 | $8.6B | 0.44% | |
| 43 | XLISELECT SECTOR SPDR TR | 66,900 | $8.2B | 0.42% | Put |
| 44 | BE 3 06/01/28BLOOM ENERGY CORP | 7,994,000 | $7.6B | 0.39% | |
| 45 | MURMURPHY OIL CORP | 183,079 | $7.6B | 0.39% | Call |
| 46 | NEENEXTERA ENERGY INC | 102,597 | $7.3B | 0.37% | |
| 47 | PEOADAM NAT RES FD INC | 306,657 | $7.2B | 0.37% | |
| 48 | IWMISHARES TR | 35,000 | $7.1B | 0.36% | Put |
| 49 | BPBP PLC | 196,153 | $7.1B | 0.36% | Call |
| 50 | IAU*ISHARES GOLD TR | 157,400 | $6.9B | 0.35% | |
| 51 | DVNDEVON ENERGY CORP NEW | 142,675 | $6.8B | 0.35% | Call |
| 52 | SNAP 0.75 08/01/26SNAP INC | 6,246,000 | $6.7B | 0.34% | |
| 53 | MSTR 0 02/15/27MICROSTRATEGY INC | 5,540,000 | $6.6B | 0.34% | |
| 54 | SPE 2.75 01/27/27 CSPECIAL OPPORTUNITIES FD INC | 283,194 | $6.6B | 0.34% | |
| 55 | EEMISHARES TR | 152,500 | $6.5B | 0.33% | Put |
| 56 | CCLCARNIVAL CORP | 341,800 | $6.4B | 0.33% | Put |
| 57 | CSIQ 2.5 10/01/25CANADIAN SOLAR INC | 6,732,000 | $6.3B | 0.32% | |
| 58 | INVA 2.125 03/15/28INNOVIVA INC | 6,761,000 | $6.1B | 0.31% | |
| 59 | JNPJUNIPER NETWORKS INC | 162,231 | $5.9B | 0.30% | Call |
| 60 | CUBLIONHEART HOLDINGS | 589,198 | $5.9B | 0.30% | |
| 61 | XOPSPDR SER TR | 39,851 | $5.8B | 0.30% | Put |
| 62 | OVVOVINTIV INC | 123,091 | $5.8B | 0.30% | Call |
| 63 | JAZZ 2 06/15/26JAZZ INVESTMENTS I LTD | 5,950,000 | $5.7B | 0.29% | |
| 64 | NOG 3.625 04/15/29NORTHERN OIL & GAS INC | 4,920,000 | $5.7B | 0.29% | |
| 65 | RIVNRIVIAN AUTOMOTIVE INC | 419,590 | $5.6B | 0.29% | Put |
| 66 | AMLPALPS ETF TR | 117,174 | $5.6B | 0.29% | Put |
| 67 | LM0CLIBERTY MEDIA CORP DEL | 245,200 | $5.4B | 0.28% | Put |
| 68 | NETCLOUDFLARE INC | 62,835 | $5.2B | 0.27% | Put |
| 69 | MARA 1 12/01/26MARATHON DIGITAL HOLDINGS IN | 5,850,000 | $5.1B | 0.26% | |
| 70 | TDOC 1.25 06/01/27TELADOC HEALTH INC | 6,033,000 | $5.0B | 0.26% | |
| 71 | RCLROYAL CARIBBEAN GROUP | 29,800 | $4.8B | 0.24% | Put |
| 72 | VECO 3.5 01/15/25VEECO INSTRS INC DEL | 2,400,000 | $4.7B | 0.24% | |
| 73 | MRO*MARATHON OIL CORP | 160,291 | $4.6B | 0.24% | Call |
| 74 | SOFISOFI TECHNOLOGIES INC | 695,100 | $4.6B | 0.23% | Put |
| 75 | TVTX 2.5 09/15/25TRAVERE THERAPEUTICS INC | 5,080,000 | $4.6B | 0.23% | |
| 76 | XHBSPDR SER TR | 45,004 | $4.5B | 0.23% | Put |
| 77 | DBMFLITMAN GREGORY FDS TR | 150,864 | $4.5B | 0.23% | |
| 78 | VACMARRIOTT VACATIONS WORLDWIDE | 51,000 | $4.5B | 0.23% | Put |
| 79 | CEF/USPROTT PHYSICAL GOLD & SILVE | 200,071 | $4.4B | 0.23% | |
| 80 | SHELSHELL PLC | 61,019 | $4.4B | 0.23% | |
| 81 | DISH 3.375 08/15/26DISH NETWORK CORPORATION | 6,925,000 | $4.3B | 0.22% | |
| 82 | MXEMEXICO EQUITY & INCOME FD | 439,243 | $4.2B | 0.22% | |
| 83 | SIRI 3.75 03/15/28LIBERTY MEDIA CORP DEL | 4,000,000 | $4.2B | 0.21% | |
| 84 | SNAP 0.125 03/01/28SNAP INC | 5,000,000 | $4.0B | 0.20% | |
| 85 | USX1UNITED STATES STL CORP NEW | 104,607 | $4.0B | 0.20% | Put |
| 86 | TTWOTAKE-TWO INTERACTIVE SOFTWAR | 24,400 | $3.8B | 0.19% | Put |
| 87 | HCPHASHICORP INC | 112,612 | $3.8B | 0.19% | Put |
| 88 | GMGENERAL MTRS CO | 80,606 | $3.7B | 0.19% | Call |
| 89 | MNSTMONSTER BEVERAGE CORP NEW | 74,763 | $3.7B | 0.19% | Put |
| 90 | LVLNSPDR SER TR | 75,600 | $3.7B | 0.19% | Put |
| 91 | WT 5.75 08/15/28WISDOMTREE INC | 3,000,000 | $3.7B | 0.19% | |
| 92 | CVECENOVUS ENERGY INC | 188,300 | $3.7B | 0.19% | Call |
| 93 | DISH 0 12/15/25DISH NETWORK CORPORATION | 5,000,000 | $3.7B | 0.19% | |
| 94 | PRO 2.25 09/15/27PROS HOLDINGS INC | 3,739,000 | $3.7B | 0.19% | |
| 95 | AIC3 AI INC | 126,100 | $3.7B | 0.19% | Put |
| 96 | AVUVAMERICAN CENTY ETF TR | 40,100 | $3.6B | 0.18% | |
| 97 | SIRIEURSIRIUS XM HOLDINGS INC | 1,245,500 | $3.5B | 0.18% | Put |
| 98 | —CAMBRIDGE BANCORP | 50,896 | $3.5B | 0.18% | |
| 99 | PCGPG&E CORP | 199,381 | $3.5B | 0.18% | Put |
| 100 | SMTC 1.625 11/01/27SEMTECH CORP | 3,263,000 | $3.4B | 0.18% |
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